-10.9%
PBH vs VT
+223.7%
-234.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.1% |
| 7D | -12.2% | +0.4% | -12.6% | -11.9% |
| 30D | -9.5% | -2.6% | -6.9% | -7.6% |
| 3M | -20.4% | -3.2% | -17.1% | -18.4% |
| 6M | -16.9% | +0.9% | -17.8% | -17.6% |
| YTD | -29.2% | +11.3% | -40.5% | -34.4% |
| 1Y | -27.2% | +14.0% | -41.2% | -33.6% |
| 3Y | -24.4% | +75.8% | -100.2% | -49.2% |
| 5Y | -30.2% | +57.8% | -88.1% | -49.9% |
| 10Y | -10.9% | +219.8% | -230.7% | -64.7% |
| All | -10.9% | +223.7% | -234.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling